Hallo! Tracked shipping to Netherlands with Delivery Duty Paid for just €7 

Ship to
Netherlands
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada computational methods for quantitative finance: finite element methods for derivative pricing
Type
Physical Book
Author
Publisher
Year
2013
Language
English
Pages
299
Format
Hardcover
Dimensions
23.4x15.5x2.3 cm
Weight
0.59 kg.
ISBN
3642354009
ISBN13
9783642354007
Categories

computational methods for quantitative finance: finite element methods for derivative pricing

Norbert Hilber (Author) · Oleg Reichmann (Author) · Christoph Schwab (Author) · Springer · Hardcover

computational methods for quantitative finance: finite element methods for derivative pricing - Hilber, Norbert ; Reichmann, Oleg ; Schwab, Christoph

Cheaper New Book Imported to Netherlands
Delivery: 06 Oct - 13 Oct Shipping: 12 to 16 business days.
€ 105,90
Faster New Book Imported to Netherlands
Delivery: 25 Sep - 29 Sep Shipping: 5 to 6 business days.
€ 134,38
Import costs and 9% BTW included in the price ✅
€ 105,90

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "computational methods for quantitative finance: finite element methods for derivative pricing"

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.​

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews